+602.8%
FICO vs AMP
+574.4%
+28.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | -15.4% | +2.6% | -18.0% | -16.5% |
| 30D | -10.4% | +0.8% | -11.2% | -10.7% |
| 3M | -22.7% | +24.3% | -47.0% | -30.9% |
| 6M | -36.8% | +20.6% | -57.3% | -42.8% |
| YTD | -44.8% | +14.6% | -59.4% | -49.0% |
| 1Y | -39.3% | +14.5% | -53.9% | -44.0% |
| 3Y | +3.7% | +67.9% | -64.2% | -22.7% |
| 5Y | +101.7% | +122.5% | -20.8% | +27.1% |
| 10Y | +602.8% | +573.3% | +29.5% | +162.7% |
| All | +602.8% | +574.4% | +28.4% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling